ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 09-Sep-2011

Day Change Summary
	Previous	Current
	08-Sep-2011	09-Sep-2011	Change	Change %	Previous Week
Open	122-230	122-290	0-060	0.2%	122-282
High	122-317	123-100	0-103	0.3%	123-100
Low	122-227	122-265	0-038	0.1%	122-195
Close	122-305	123-077	0-092	0.2%	123-077
Range	0-090	0-155	0-065	72.2%	0-225
ATR	0-138	0-140	0-001	0.9%	0-000
Volume	488,063	555,097	67,034	13.7%	1,988,805

Daily Pivots for day following 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-186	124-126	123-162
R3	124-031	123-291	123-120
R2	123-196	123-196	123-105
R1	123-136	123-136	123-091	123-166
PP	123-041	123-041	123-041	123-056
S1	122-301	122-301	123-063	123-011
S2	122-206	122-206	123-049
S3	122-051	122-146	123-034
S4	121-216	121-311	122-312

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-052	124-290	123-201
R3	124-147	124-065	123-139
R2	123-242	123-242	123-118
R1	123-160	123-160	123-098	123-201
PP	123-017	123-017	123-017	123-038
S1	122-255	122-255	123-056	122-296
S2	122-112	122-112	123-036
S3	121-207	122-030	123-015
S4	120-302	121-125	122-273

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-100	122-160	0-260	0.7%	0-131	0.3%	91%	True	False	507,390
10	123-100	122-045	1-055	1.0%	0-140	0.4%	94%	True	False	514,299
20	123-100	122-000	1-100	1.1%	0-133	0.3%	95%	True	False	285,806
40	123-100	119-020	4-080	3.4%	0-108	0.3%	98%	True	False	143,201
60	123-100	117-270	5-150	4.4%	0-072	0.2%	99%	True	False	95,467

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-119
2.618	124-186
1.618	124-031
1.000	123-255
0.618	123-196
HIGH	123-100
0.618	123-041
0.500	123-022
0.382	123-004
LOW	122-265
0.618	122-169
1.000	122-110
1.618	122-014
2.618	121-179
4.250	120-246

Fisher Pivots for day following 09-Sep-2011
Pivot	1 day	3 day
R1	123-059	123-047
PP	123-041	123-017
S1	123-022	122-308

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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